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The superiority of empirical Bayes estimator of parameters in linear model
- Source :
-
Statistics & Probability Letters . Apr2005, Vol. 72 Issue 1, p43-50. 8p. - Publication Year :
- 2005
-
Abstract
- Abstract: In this paper, an empirical Bayes (EB) estimator is derived for the estimable functions of the parameters in normal linear model. The superiority of the EB estimator over ordinary least-squares (LS) estimator is investigated under mean square error matrix (MSEM) criterion. [Copyright &y& Elsevier]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 72
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 17435515
- Full Text :
- https://doi.org/10.1016/j.spl.2004.12.001